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"The high-frequency impact of macroeconomic news on jumps and co-jumps in ..."

Walid Ben Omrane et al. (2023)

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DOI: 10.1007/S10479-021-04353-0

access: closed

type: Journal Article

metadata version: 2023-12-10

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  - journals/anor/OmraneGQS23
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  - https://dblp.org/rec/journals/anor/OmraneGQS23
Walid Ben Omrane, Khaled Guesmi, Qi Qianru, Samir Saadi:
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets. Ann. Oper. Res. 330(1): 177-209 (2023)

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